股票股指期权：市场看涨情绪减弱，可考虑备兑策略。-20240301-国泰期货-15页

金金融衍生品研究融衍生2024年3月1日品股票股指期权：市场看涨情绪减弱，可考虑备研究兑策略。张雪慧投资咨询从业资格号：Z0015363zhangxuehui022447@gtjas.com国【观点及建议】泰君市场看涨情绪减弱，可考虑备兑策略。安期【正文】货研表1：期权市场数据统计究所标的市场统计收盘价涨跌成交手量)(亿成(亿交手变)化合当成月期货当月基差次月次月基差合成期货上证50指数2414.841.7134.44-0.762417.47-2.622417.93-3.09沪深300指数3537.8021.72162.716.773541.20-3.403540.93-3.13中证1000指数5401.9457.33184.44-3.605387.4014.545348.4053.54上证50ETF0.00411.91-0.95-0.005-0.0072.4482.4532.455华泰柏瑞300ETF3.5300.02712.26-2.583.535-0.0053.538-0.008南方500ETF5.4670.0363.34-3.015.4600.0075.4500.017华夏科创50ETF0.8550.00836.93-13.430.8530.0020.8530.002易方达科创50ETF0.8350.0098.88-6.360.8340.0010.8340.0013.6700.0263.540.863.673-0.0033.676-0.006嘉实300ETF5.5890.0321.47-0.765.5820.0075.5690.020嘉实500ETF1.7750.01412.88-1.371.7690.0061.7680.007创业板ETF2.4560.0210.900.372.4560.0002.457-0.001深证100ETF期权市场统计成交量变化持仓量变化VL-PCROI-PCRC最大持仓P最大持仓（近月）（近月）上证50股指期权36731190482306120055.36%58.16%25002300沪深300股指期权1043643582165688105955.82%67.38%35003400中证1000股指期权162014-61238219610373578.67%71.20%60005000上证50ETF期权1029745-24471516847075093689.87%87.11%2.52.41134598-3997714287033846281.31%90.30%3.53.4华泰柏瑞300ETF期权96487...